+542.7%
PBR vs GNRC
-58.7%
+601.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.0% |
| 7D | +5.4% | -0.2% | +5.6% | +5.4% |
| 30D | +22.9% | -15.7% | +38.6% | +24.3% |
| 3M | +19.6% | -27.3% | +47.0% | +22.1% |
| 6M | +16.5% | -12.1% | +28.5% | +16.5% |
| YTD | +86.7% | +37.1% | +49.5% | +79.3% |
| 1Y | +74.7% | -0.5% | +75.2% | +71.8% |
| 3Y | +102.6% | +61.5% | +41.1% | +88.6% |
| All | +542.7% | -58.7% | +601.4% | +579.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling